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Tools for estimating the linear relation between variables that are never jointly observed

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vivo_lm

Python code accompanying the following publication:

Polina Arsenteva, Mohamed Amine Benadjaoud, Hervé Cardot. (2024) Estimating the Linear Relation Between Variables That Are Never Jointly Observed. arXiv:2403.00140.

  • vivo_lm.py

Main script, contains functions for linear regression parameters estimation with two methods (moments and optimal transport), as well as bootstrap confidence intervals estimation.

  • vivo_sim.ipynb

Simulation study.

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